Second-order sufficiency and quadratic growth for nonisolated minima

被引:41
作者
Bonnans, JF [1 ]
Ioffe, A [1 ]
机构
[1] TECHNION ISRAEL INST TECHNOL,DEPT MATH,IL-32000 HAIFA,ISRAEL
关键词
optimality conditions; Lagrangian function; composite functions; contingent cone; proximal normal; critical cone;
D O I
10.1287/moor.20.4.801
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
For standard nonlinear programming problems, the weak second-order sufficient condition is equivalent to the quadratic growth condition as far as the set of minima consists of isolated points and some qualification hypothesis holds. This kind of condition is instrumental in the study of numerical algorithms and sensitivity analysis. The aim of the paper is to study the relations between various types of sufficient conditions and quadratic growth in cases when the set of minima may have nonisolated points.
引用
收藏
页码:801 / 817
页数:17
相关论文
共 14 条
[1]  
BENTAL A, 1982, MATH PROGRAM STUD, V19, P39, DOI 10.1007/BFb0120982
[2]  
BONNANS JF, 1992, J OPTIM THEORY APPL, V73
[3]  
BONNANS JF, LECTURE NOTES EC MAT, V382, P103
[4]  
BONNANS JF, 1992, COMPTES RENDUS ACA 1, P119
[5]  
Bonnans JF., 1995, J CONVEX ANAL, V2, P41
[6]   DIRECTIONAL BEHAVIOR OF OPTIMAL-SOLUTIONS IN NONLINEAR MATHEMATICAL-PROGRAMMING [J].
GAUVIN, J ;
JANIN, R .
MATHEMATICS OF OPERATIONS RESEARCH, 1988, 13 (04) :629-649
[7]   VARIATIONAL ANALYSIS OF A COMPOSITE FUNCTION - A FORMULA FOR THE LOWER 2ND-ORDER EPI-DERIVATIVE [J].
IOFFE, A .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1991, 160 (02) :379-405
[10]   REGULAR POINTS OF LIPSCHITZ FUNCTIONS [J].
IOFFE, AD .
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1979, 251 (JUL) :61-69